Binary outcome

Mean-squared Error of true CATE vs predicted CATE

average bias of true CATE vs predicted CATE

coverage of true CATE vs predicted CATE

average CI length

BLP results

model n scenario_1 scenario_2 scenario_3 scenario_4 scenario_5 scenario_6 scenario_7 scenario_8 scenario_9 scenario_10
CF 250 0.256 0.657 0.527 0.492 0.444 0.536 0.520 0.379 0.594 0.580
CF 500 0.209 0.743 0.460 0.400 0.355 0.467 0.384 0.363 0.457 0.511
CF 1000 0.100 0.843 0.483 0.371 0.318 0.399 0.274 0.696 0.494 0.533
CF 5000 0.008 0.997 0.582 0.500 0.567 0.334 0.931 1.000 0.479 0.791
DR_RF 250 0.704 0.243 0.271 0.276 0.283 0.288 0.275 0.312 0.287 0.287
DR_RF 500 0.717 0.256 0.274 0.270 0.317 0.267 0.243 0.464 0.266 0.267
DR_RF 1000 0.747 0.279 0.270 0.345 0.398 0.237 0.376 0.804 0.263 0.273
DR_RF 5000 0.735 0.409 0.435 0.825 0.955 0.526 0.978 1.000 0.461 NA
DR_oracle 250 0.694 0.270 0.270 0.263 0.283 0.279 0.276 0.318 0.289 0.278
DR_oracle 500 0.706 0.276 0.290 0.268 0.308 0.266 0.240 0.453 0.248 0.283
DR_oracle 1000 0.749 0.279 0.273 0.311 0.372 0.252 0.381 0.805 0.259 0.272
DR_oracle 5000 0.732 0.386 0.378 0.805 0.950 0.479 0.977 1.000 0.406 0.342
T_RF 250 0.653 0.305 0.328 0.301 0.292 0.327 0.352 0.303 0.354 0.331
T_RF 500 0.698 0.281 0.301 0.261 0.305 0.298 0.253 0.410 0.251 0.285
T_RF 1000 0.724 0.265 0.279 0.329 0.388 0.240 0.267 0.763 0.281 0.286
T_RF 5000 0.713 0.386 0.403 0.848 0.971 0.476 0.945 1.000 0.412 0.375

Continuous outcome

Mean-squared Error of true CATE vs predicted CATE

average bias of true CATE vs predicted CATE

coverage of true CATE vs predicted CATE

average CI length

BLP results

model n scenario_1 scenario_2 scenario_3 scenario_4 scenario_5 scenario_6 scenario_7 scenario_8 scenario_9 scenario_10
CF 250 0.299 1.000 1.000 1.000 1.000 0.999 0.478 1.000 0.685 0.554
CF 500 0.239 1.000 1.000 1.000 1.000 1.000 0.339 1.000 0.997 0.493
CF 1000 0.088 0.986 1.000 1.000 1.000 1.000 0.768 1.000 1.000 0.546
DR_RF 250 0.502 1.000 1.000 1.000 1.000 1.000 0.292 1.000 0.966 0.402
DR_RF 500 0.527 1.000 1.000 1.000 1.000 1.000 0.634 1.000 1.000 0.319
DR_RF 1000 0.596 1.000 1.000 1.000 1.000 1.000 0.973 1.000 1.000 0.322
DR_oracle 250 0.558 0.913 0.996 0.999 0.933 0.969 0.258 0.962 0.858 0.398
DR_oracle 500 0.508 1.000 1.000 1.000 0.998 1.000 0.334 1.000 0.997 0.422
DR_oracle 1000 0.489 1.000 1.000 1.000 1.000 1.000 0.588 1.000 1.000 0.481
T_RF 250 0.601 0.989 1.000 0.999 0.900 1.000 0.275 0.987 0.440 0.349
T_RF 500 0.628 1.000 1.000 1.000 1.000 1.000 0.247 1.000 0.991 0.367
T_RF 1000 0.654 1.000 1.000 1.000 1.000 1.000 0.310 1.000 1.000 0.330